Or should I say, whose quests do you prefer?

Out of the standard set of quests, I prefer Skjor's quests, both his escaped criminal/bounty hunter quests, and his "family wants lost item" quests.

Second would be Vilkas' rescue so-and-so quests.

With the "Enhanced Guilds: Companions" mod, you have to do one of each companion leader's quest per given stage of the overall questline, and a certain number of quests overall before advancing to the next stage, which makes it feel more like Morrowind's Fighter's Guild. As such, I've gotten to know each companion leader pretty well, hehe.